Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47315.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45920.05 Kr¶

PnL: ---------------------------------------> -968.52 Kr¶

DD now: ---------------------------------> -2.704 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:01:59.666382'

Anic Portfolio¶

Today¶

Return: -0.252 %¶

This Week¶

Return: -1.248 %¶

Total¶

Return: 54.897 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.380000 798.000000 125.000000 18.570000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.150000 3447.200000 70.200000 2.080000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.480000 390.100000 35.100000 9.890000 355.000000
Intrum 4 5.880000 561.400000 34.400000 6.530000 527.000000
AcadeMedia 12 -0.570000 582.240000 25.240000 4.530000 557.000004
Corem Property Group B 59 -3.060000 598.260000 21.260000 3.680000 576.999999
Resurs Holding 22 -1.460000 593.120000 19.120000 3.330000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Swedbank A 3 -0.960000 574.200000 10.200000 1.810000 564.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.460000 576.120000 6.120000 1.070000 570.000000
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -1.440000 532.000000 -14.000000 -2.560000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -0.970000 3435.340000 -18.660000 -0.540000 3453.999992
Essity B 2 -3.790000 538.000000 -36.000000 -6.270000 574.000000
International Petroleum Corp. 5 -1.000000 547.000000 -47.570000 -8.000000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Beijer Electronics Group 26 -7.620000 2901.600000 -69.400000 -2.340000 2971.000006
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.960000 1416.600000 -247.400000 -14.870000 1663.999992
Axfood 13 -3.050000 3467.100000 -288.900000 -7.690000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45911.340000 -977.230000 -2.72172% 46888.564618

Updated:¶

'2023-01-26 12:01:40.781677'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶